EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Time until ruin"
Narrow search

Narrow search

Year of publication
Subject
All
Deficit at ruin 1 Dividend barrier or threshold 1 Heavy-tailed claim sizes 1 Hyperexponential claim sizes 1 Level crossing method 1 Time until ruin 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Brill, Percy H. 1 Yu, Kaiqi 1
Published in...
All
Insurance: Mathematics and Economics 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Analysis of risk models using a level crossing technique
Brill, Percy H.; Yu, Kaiqi - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 298-309
specific renewal process. The time until ruin is equal to one cycle of the specific renewal process. We also consider a fourth … distribution we compute the expected time until ruin, the probability distribution of the deficit at ruin, and related quantities …
Persistent link: https://www.econbiz.de/10011046647
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...